New measure corrects news bias in NLP stock return forecasting.
problem Improving stock return and volatility forecasting accuracy.
method Hype-Adjusted Probability Measure, sentiment score equation.
result Significantly improved forecast accuracy for U.S. semiconductor tickers.
The paper improves cryptocurrency price forecasting using deep learning and NLP on financial, blockchain, and social media data.
problem Improving cryptocurrency price forecasting accuracy and profitability.
method Integrates financial, blockchain, and social media data; applies BART MNLI model for sentiment analysis; uses deep learning NLP models; compares with traditional methods; uses local extrema as predictive targets.
result Significantly improves forecasting accuracy and profitability of cryptocurrency price predictions.
Study improves cryptocurrency price prediction using unlabeled text data.
problem Predicting cryptocurrency returns from unlabelled text data.
method Introduced weak learning approach to finetune BERT on unlabeled text data.
result Finetuning pretrained NLP models with weak labels enhances forecast accuracy.
Quantitative model predicts Sri Lankan stock market using NLP, clustering, and time-series forecasting.
problem Predicting economic regimes and market signals in Sri Lankan stock indices.
method Integrates NLP, clustering, and time-series forecasting; uses FinBERT for sentiment analysis, UMAP/HDBSCAN for clustering, and GRU/LSTM for forecasting.
result GRU model achieves 80.1% R-squared for daily closing price forecasts.
Transformers improve stock forecasting with federated learning.
problem Overfitting, data scarcity, and privacy issues in transformer-based time series forecasting.
method Attentive federated transformers for time series stock forecasting.
result Proposed scheme outperforms conventional training schemes in stock forecasting.
ST-GAN predicts stock trends using financial news and data.
problem Predicting financial trends in stock markets.
method ST-GAN combines NLP and technical indicators using GAN technology.
result Significant improvement over existing models in stock price forecasting.
Study shows integrating acoustic features in financial forecasting models can degrade performance.
problem Predicting stock market volatility from corporate earnings calls using speech features.
method Empirical investigation of acoustic feature extraction in teleconference environments using a two-stream late-fusion architecture.
result Integrating acoustic features via late fusion significantly degraded performance, reducing recall to 47.08%.
News embeddings improve volatility forecasts.
problem Improving volatility forecasting accuracy.
method Transformed news text into embeddings, evaluated standalone and combined with benchmarks.
result News contains useful predictive information, especially for stock-related content.
System detects relevant financial news and predictions from unstructured text.
problem Manual extraction of relevant financial information from news is cumbersome and error-prone.
method Topic modeling with LDA, co-reference resolution, multi-paragraph segmentation, and temporal analysis.
result ROUGE-L values for relevant text and predictions/forecasts were 0.662 and 0.982, respectively.
BondBERT improves sentiment analysis for bond markets.
problem Misleading sentiment models for bond markets due to domain-specific dynamics.
method Fine-tuned transformer model on bond-specific news.
result BondBERT produces positive correlations with bond returns and higher forecasting accuracy.
The paper compares advanced deep learning models for Indian stock price forecasting.
problem Complexity of stock price forecasting due to numerous influencing factors.
method Utilizes historical data from national banks in India, combines deep learning models and sentiment analysis.
result Achieved higher accuracy in stock price forecasting compared to traditional methods.
Proposes a non-autoregressive Transformer for time series forecasting.
problem Autoregressive errors and spatial-temporal dependencies in time series forecasting.
method Introduces a Non-Autoregressive Transformer with a learned temporal influence map.
result Demonstrates state-of-the-art performance on time series forecasting datasets.
System detects financial forecasts in tweets, achieving high precision.
problem Detecting financial forecasts in social media messages.
method Natural Language Processing and Machine Learning techniques for real-time analysis.
result Achieves over 90% precision for financial forecasts.
Paper proposes a hybrid model for financial time series prediction using sentiment analysis.
problem Challenges in forecasting in non-stationary, complex environments with heterogeneous data.
method Hybrid model combining GANs with NLP-based sentiment analysis.
result Hybrid model enhances robustness in non-stationary environments.
NoLBERT avoids lookback and lookahead biases for better econometric inference.
problem Information leakage in language models affects econometric inference.
method Pretrained on text from 1976-1995, avoiding lookback and lookahead biases.
result NoLBERT outperforms domain-specific baselines and predicts higher profit growth.
QUACKIE creates a new benchmark for NLP interpretability.
problem Evaluating NLP interpretability methods is challenging due to biased ground truths.
method Formulated a custom classification task from question-answering datasets, generating unbiased ground truths.
result Demonstrated the effectiveness of current interpretability methods on the new benchmark.
This study uses NLP to detect financial risks from documents.
problem Detecting and predicting financial risks in documents.
method NLP model design, text preprocessing, feature extraction, machine learning.
result NLP model effectively identifies and predicts financial risks.
This paper analyzes crypto white papers under MiCAR, highlighting NLP's role.
problem Regulatory changes in crypto white papers under MiCAR.
method Survey of existing NLP applications, analysis of MiCAR changes.
result NLP can assist in regulatory compliance and white paper analysis.
This paper improves NLP interpretability by using sentence segments instead of words.
problem Limitations of word-based sampling in explaining complex BERT models.
method Using sentence segments as elementary building blocks for NLP interpretability.
result Improved fidelity of the explainer on a benchmark classification task.
SusGen-GPT improves financial NLP and ESG report generation.
problem Lack of advanced NLP tools for finance and ESG domains.
method Developed SusGen-30K dataset and SusGen-GPT models.
result Achieved state-of-the-art performance in financial NLP tasks.
MDA optimizer performs similarly to SGD+M in CV and Adam in NLP.
problem Performance degradation due to choosing the wrong optimizer.
method Modernized Dual Averaging (MDA) optimizer, inspired by dual averaging.
result MDA performs as well as SGD+M in CV and as Adam in NLP.
We introduce HUBERT which combines the structured-representational power of Tensor-Product Representations (TPRs) and BERT, a pre-trained bidirectional Transformer language model. We show that there is shared structure between different NLP datasets that HUBERT, but not BERT, is able to learn and leverage. We validate …
Survey on using large models to train smaller datasets in NLP.
problem Lack of large datasets and computing resources for NLP tasks.
method Analysis of recent transfer learning approaches in NLP.
result Increased demand for transfer learning in NLP due to large models.
New pruning method retains model expressiveness for NLP tasks.
problem Pruning large pretrained transformer models for real-world deployment.
method Mixture Gaussian Prior Pruning (MGPP) algorithm.
result MGPP outperforms existing pruning methods in high sparsity settings.
BERT outperforms traditional machine learning in text classification tasks.
problem Comparing BERT to traditional machine learning methods for text classification.
method Empirical testing of BERT against TF-IDF-based machine learning models in various scenarios.
result BERT demonstrates superior performance and independence from text features.
Hungarian text processing improved with efficient, accurate NLP pipelines.
problem Improving text processing for Hungarian language.
method Implemented in spaCy framework, focusing on efficiency and accuracy.
result Near state-of-the-art performance in all text preprocessing steps.
HuSpaCy offers an industrial-grade Hungarian NLP toolkit.
problem Lack of suitable open-source Hungarian NLP pipelines.
method Built on spaCy, HuSpaCy includes lemmatization, morphosyntactic analysis, entity recognition, and word embeddings.
result HuSpaCy achieves high accuracy with resource-efficient prediction.
The Hype Index measures media attention to equities using NLP.
problem Quantifying media attention to equities for volatility analysis.
method Constructs News Count-Based and Capitalization Adjusted Hype Indices using NLP.
result The Hype Index family provides valuable tools for stock volatility analysis.
While state-of-the-art NLP explainability (XAI) methods focus on explaining per-sample decisions in supervised end or probing tasks, this is insufficient to explain and quantify model knowledge transfer during (un-)supervised training. Thus, for TX-Ray, we modify the established computer vision explainability principle…
COCKATIEL explains neural net models on NLP tasks by identifying meaningful concepts.
problem Transformer models are complex and hard to interpret.
method COCKATIEL uses NMF and sensitivity analysis to identify and rank concepts used by the model.
result COCKATIEL provides accurate and meaningful explanations without affecting model performance.
This paper presents a deep-learning based traffic classification method for identifying multiple streaming video sources at the same time within an encrypted tunnel. The work defines a novel feature inspired by Natural Language Processing (NLP) that allows existing NLP techniques to help the traffic classification. The…
This paper explores how NLP enhances insurance data analysis.
problem Traditional insurance data limitations and need for alternative data.
method Application of NLP techniques to transform and analyze unstructured text data.
result NLP techniques improve insurance data analysis and risk assessment.
NLP techniques improve drug discovery by analyzing chemical and protein text.
problem Improving drug discovery through better analysis of chemical and protein text.
method Natural language processing techniques applied to biochemical entities.
result Enhanced prediction of molecular properties and design of novel molecules.
Framework quantifies financial NLP robustness under regime shifts.
problem Semantic and causal drift in financial news narratives.
method Four metrics: FCAS, PCS, TSV, NLICS.
result Transformer models are more affected by semantic drift.
ChatGPT enhances GNN for stock movement prediction.
problem Predicting stock movements using textual data.
method Integrates ChatGPT's graph inference into GNN for stock movement forecasting.
result Model outperforms state-of-the-art benchmarks in stock movement forecasting.
Detects systematic anomalies in consumer complaints using NLP.
problem Detecting small, frequent anomalies in consumer complaints.
method NLP conversion of narratives, followed by anomaly detection algorithm.
result Demonstrates effectiveness of NLP for detecting systematic anomalies.
BigBird improves transformer performance on NLP tasks with longer sequences.
problem Quadratic dependency on sequence length in transformer models.
method Sparse attention mechanism reducing quadratic dependency to linear.
result Significant improvement in performance on NLP tasks like QA and summarization.
BERTopic enhances stock market prediction by analyzing sentiment in topic models.
problem Improving stock price prediction accuracy using sentiment analysis.
method Employed BERTopic for sentiment analysis of stock market comments integrated with deep learning models.
result Enhanced model performance through topic sentiment integration.
This paper predicts legal proceedings status using NLP and machine learning.
problem Classify Brazilian legal proceedings into archived, active, and suspended categories.
method Combined NLP techniques with machine learning to classify legal proceedings sequences.
result Achieved maximum accuracy of 93% and top average F1 Scores of 89% (macro) and 93% (weighted).
BERTino is a lightweight Italian DistilBERT model for NLP tasks.
problem High computational and memory demands of large language models.
method Developed a DistilBERT model tailored for Italian language.
result F1 scores comparable to BERTBASE with significant speed improvements.
Paper develops a method for valid inference using language model predictions from verbal autopsy narratives.
problem Valid inference from verbal autopsy narratives for public health decision-making.
method Develops multiPPI++ method for valid inference using NLP techniques for COD prediction.
result Demonstrates the effectiveness of multiPPI++ in handling transportability issues and recovering ground truth estimates.
Researchers develop a method to interpret GNNs by identifying unnecessary edges in NLP models.
problem Understanding which parts of graphs contribute to NLP model predictions.
method A post-hoc method using differentiable edge masking to identify and drop unnecessary edges.
result Large proportions of edges can be dropped without affecting model performance, providing insights into model predictions.
StockEmotions dataset for financial sentiment and emotion analysis.
problem Limited resources for financial sentiment analysis.
method Collects 10,000 English comments from StockTwits, categorizes emotions into 12 classes.
result DistilBERT outperforms other models in sentiment classification, and Temporal Attention LSTM model achieves best performance in multivariate time series forecasting.
Cryptonite tests NLP models with cryptic crossword clues.
problem Ambiguity in language poses a challenge for NLP models.
method Cryptic crossword dataset based on cryptic clues.
result Fine-tuning T5-Large on Cryptonite achieves only 7.6% accuracy.
Paper improves neural network models for MOOC student course prediction.
problem Improving neural network-based predictive methods for MOOC student course trajectory modeling.
method Enhanced LSTM networks and Transformer architecture applied to MOOC student data.
result Improved accuracy in predicting MOOC student course trajectories.
The lottery ticket hypothesis proposes that over-parameterization of deep neural networks (DNNs) aids training by increasing the probability of a "lucky" sub-network initialization being present rather than by helping the optimization process (Frankle & Carbin, 2019). Intriguingly, this phenomenon suggests that initial…
Study uses LLMs and NLP to analyze 14,342 algorithmic trading papers.
problem Analyzing the vast literature on algorithmic trading.
method Filtering and analyzing 136 million papers, comparing traditional and modern methods.
result Demonstrates the effectiveness of LLMs in refining and answering complex questions.
Optimal Word2Vec hyper-parameters improve NLP tasks.
problem Finding the best Word2Vec hyper-parameters for NLP tasks.
method Empirical evaluation of various hyper-parameter combinations on NLP tasks.
result The best hyper-parameters vary by task, and high analogy scores don't always correlate with performance.